+127.7%
EXPE vs DRI
+331.7%
-204.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.4% |
| 7D | -0.5% | +1.1% | -1.5% | -1.1% |
| 30D | -6.1% | +9.7% | -15.8% | -10.7% |
| 3M | -21.3% | +3.2% | -24.5% | -22.7% |
| 6M | +19.0% | +20.6% | -1.6% | +6.1% |
| YTD | -8.4% | +28.3% | -36.7% | -22.4% |
| 1Y | -2.8% | +34.5% | -37.3% | -20.0% |
| 3Y | +120.8% | +66.5% | +54.2% | +54.6% |
| 5Y | +46.2% | +79.6% | -33.5% | -1.9% |
| All | +127.7% | +331.7% | -204.1% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling